Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| IVVEX (Ivy Value E) | NA | -14.10% | -5.21% | -4.21% | 3.63% | NA | NA | … | … |
Data as of 06/19/2020, Common starting date is 04/10/2007
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| IVVEX (Ivy Value E) | 04/10/2007 | 06/19/2020 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.81 | -14.10 | -5.21 | -4.21 | 3.63 | NA | NA | … | … | -16.83 | 15.53 | -13.12 | 8.41 | 8.26 | -15.29 | 2.74 | 34.71 | 18.61 | -6.93 | 18.16 | 26.97 | -33.77 | -2.90 |
| Sharpe Ratio | NA | -0.40 | -0.26 | -0.22 | 0.16 | NA | NA | … | … | -0.63 | 0.98 | -0.82 | 0.84 | 0.52 | -0.76 | 0.19 | 3.01 | 1.43 | -0.29 | 0.93 | 1.01 | -0.87 | -0.39 |
| Standard Deviation(%) | NA | 37.67 | 24.81 | 22.18 | 19.43 | NA | NA | … | … | 52.43 | 14.59 | 17.55 | 9.34 | 15.51 | 20.13 | 14.03 | 11.52 | 13.10 | 24.20 | 19.34 | 26.69 | 39.74 | 17.70 |
| Draw Down(%) | NA | 42.56 | 43.70 | 43.70 | 44.17 | NA | NA | … | … | 39.19 | 8.01 | 25.25 | 5.70 | 13.43 | 20.22 | 13.60 | 4.97 | 11.74 | 24.66 | 16.31 | 27.55 | 45.99 | 13.26 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 0.00 | 1.07 | 1.12 | 0.84 | … | … | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 5.45 | 1.47 | 2.16 | 0.00 | 1.14 | 1.10 | 6.83 |
Data as of 06/19/2020, Common starting date is 04/10/2007
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVVEX (Ivy Value E) |
-9.52%
Mar 2017 – Mar 2020 |
-6.40%
Mar 2015 – Mar 2020 |
1.62%
Mar 2010 – Mar 2020 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| IVVEX (Ivy Value E) |
24.88%
Sep 2011 – Sep 2014 |
22.13%
Feb 2009 – Feb 2014 |
10.24%
Feb 2009 – Feb 2019 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart